This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition.
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7 of 13 people found the following review helpful:
4.0 out of 5 stars
A classic made available.,
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This review is from: Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering) (Paperback)
I've had the book the first time in London in 1976. I've lent it and never came back. Today, I was looking for a book on stochastic processes and Kalman Filtering, when I came across with a suggestion to buy from amazon and I was happy to acquire once again after many years a book which I consider a good and orderly book on stochasctic control after so many years and so many advances in stochasctic control theory and applications.
1 of 4 people found the following review helpful:
3.0 out of 5 stars
Not so useful nowadays,
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This review is from: Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering) (Paperback)
I bought this book to use it as a reference book, but never had the chance to apply the stuff in it, which is sort in the early stages of this theory.
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
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34
books
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- Modern Control Engineering (Automation and Control Engineering) by P.N. Paraskevopoulos on page 22, and page 513
- Techniques in Discrete-Time Stochastic Control Systems, Volume 73: Advances in Theory and Applications (Advances in Theory & Applications) by Cornelius T. Leondes on page 118
- Proceedings of the 15th Ifac World Congress on the International Federation of Automatic Control: Plenary, Survey and Milestone Volume (IFAC Proceedings Volumes) by E. F. Camacho on page 45
- Model-Based Signal Processing (Adaptive and Learning Systems for Signal Processing, Communications and Control Series) by James V. Candy on page 125
- Rules, Reputation and Macroeconomic Policy Coordination by David Currie in Back Matter
See all 34 books citing this book
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